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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+3.99%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$49.2B
AUM Growth
+$4.3B
Cap. Flow
+$2.65B
Cap. Flow %
5.38%
Top 10 Hldgs %
47.58%
Holding
4,791
New
724
Increased
1,056
Reduced
956
Closed
663

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$115M
2
MSFT icon
Microsoft
MSFT
+$86.2M
3
GLD icon
SPDR Gold Trust
GLD
+$61.3M
4
AMZN icon
Amazon
AMZN
+$60.3M
5
DD icon
DuPont de Nemours
DD
+$40.8M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$350M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$157M
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$58.6M
4
AXP icon
American Express
AXP
+$52.9M
5
EWY icon
iShares MSCI South Korea ETF
EWY
+$47.7M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 0.76%
2 Technology 0.67%
3 Financials 0.55%
4 Materials 0.33%
5 Industrials 0.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WTRE icon
4051
WisdomTree New Economy Real Estate Fund
WTRE
$15.9M
$0 ﹤0.01%
1
– –
WTV icon
4052
WisdomTree US Value Fund
WTV
$3.36B
$0 ﹤0.01%
2
– –
WTW icon
4053
CALL
Willis Towers Watson
WTW
$31.4B
– –
-642
Closed -$70K
WTW icon
4054
PUT
Willis Towers Watson
WTW
$31.4B
– –
-378
Closed -$41K
WY icon
4055
Weyerhaeuser
WY
$18.6B
– –
-7,887
Closed -$238K
XAR icon
4056
State Street SPDR S&P Aerospace & Defense ETF
XAR
$6.38B
$0 ﹤0.01%
2
– –
XBI icon
4057
State Street SPDR S&P Biotech ETF
XBI
$9.99B
$0 ﹤0.01%
3
– –
XES icon
4058
State Street SPDR S&P Oil & Gas Equipment & Services ETF
XES
$358M
– –
0
– –
XHB icon
4059
State Street SPDR S&P Homebuilders ETF
XHB
$1.56B
$0 ﹤0.01%
1
-2,298
-100% -$81.7K
XHE icon
4060
State Street SPDR S&P Health Care Equipment ETF
XHE
$161M
$0 ﹤0.01%
2
– –
XHS icon
4061
State Street SPDR S&P Health Care Services ETF
XHS
$206M
$0 ﹤0.01%
2
– –
XLG icon
4062
Invesco S&P 500 Top 50 ETF
XLG
$11B
$0 ﹤0.01%
10
– –
XLK icon
4063
PUT
State Street Technology Select Sector SPDR ETF
XLK
$122B
– –
-33,200
Closed -$657K
XLV icon
4064
State Street Health Care Select Sector SPDR ETF
XLV
$42.3B
$0 ﹤0.01%
1
– –
XLY icon
4065
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23B
$0 ﹤0.01%
2
-6,350
-100% -$252K
XMLV icon
4066
Invesco S&P MidCap Low Volatility ETF
XMLV
$747M
$0 ﹤0.01%
1
– –
XMPT icon
4067
VanEck CEF Muni Income ETF
XMPT
$219M
$0 ﹤0.01%
1
– –
XNTK icon
4068
State Street SPDR NYSE Technology ETF
XNTK
$2.21B
$0 ﹤0.01%
2
– –
XPH icon
4069
State Street SPDR S&P Pharmaceuticals ETF
XPH
$504M
$0 ﹤0.01%
2
– –
XPP icon
4070
ProShares Ultra FTSE China 50 of PROSHARES TRUST
XPP
$8.89M
$0 ﹤0.01%
1
– –
XSD icon
4071
State Street SPDR S&P Semiconductor ETF
XSD
$2.84B
$0 ﹤0.01%
2
– –
XSLV icon
4072
Invesco S&P SmallCap Low Volatility ETF
XSLV
$249M
$0 ﹤0.01%
1
– –
XSW icon
4073
State Street SPDR S&P Software & Services ETF
XSW
$478M
$0 ﹤0.01%
2
– –
XTL icon
4074
State Street SPDR S&P Telecom ETF
XTL
$590M
$0 ﹤0.01%
1
– –
XTN icon
4075
State Street SPDR S&P Transportation ETF
XTN
$400M
$0 ﹤0.01%
2
– –
161 162
163
164 165

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Parallax Volatility Advisers's Q4 2015 Portfolio in Review

As of Q4 2015, Parallax Volatility Advisers held 4,791 positions worth $49.2B, up 9.6% from $44.9B the previous quarter. Its ten largest holdings account for 48% of the portfolio.

Parallax Volatility Advisers deployed $2.65B of net new capital in Q4 2015, opening 724 new positions and adding to 1,056 existing holdings. Its largest new stake was Twitter, Inc.: 1,017,122 shares worth $23.5M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 0.76% of assets, down from 0.8% a quarter earlier, followed by Technology and Financials.

On the sell side, the largest reduction was iShares Russell 2000 ETF, an estimated $350M trimmed.

  • Parallax Volatility Advisers's largest Q4 2015 buy was Twitter, Inc.: 1,017,122 shares worth $23.5M.
  • Parallax Volatility Advisers added most to State Street SPDR S&P 500 ETF Trust in Q4 2015, an estimated $115M increase.
  • Parallax Volatility Advisers's biggest Q4 2015 reduction was iShares Russell 2000 ETF, cutting an estimated $350M.
  • Parallax Volatility Advisers fully exited AT&T in Q4 2015, selling an estimated $31.3M.
  • Parallax Volatility Advisers's ten largest holdings make up 48% of its $49.2B portfolio in Q4 2015.
  • Parallax Volatility Advisers opened 724 new positions and closed 663 in Q4 2015.
  • Parallax Volatility Advisers's portfolio value rose 9.6% quarter-over-quarter to $49.2B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2015, filed 16 Feb 2016.